| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,827.0 |
2,835.0 |
8.0 |
0.3% |
2,826.0 |
| High |
2,902.0 |
2,846.0 |
-56.0 |
-1.9% |
2,836.0 |
| Low |
2,827.0 |
2,808.0 |
-19.0 |
-0.7% |
2,730.0 |
| Close |
2,855.0 |
2,826.0 |
-29.0 |
-1.0% |
2,793.0 |
| Range |
75.0 |
38.0 |
-37.0 |
-49.3% |
106.0 |
| ATR |
52.5 |
52.1 |
-0.4 |
-0.7% |
0.0 |
| Volume |
24,465 |
36,723 |
12,258 |
50.1% |
28,208 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,921.3 |
2,846.9 |
|
| R3 |
2,902.7 |
2,883.3 |
2,836.5 |
|
| R2 |
2,864.7 |
2,864.7 |
2,833.0 |
|
| R1 |
2,845.3 |
2,845.3 |
2,829.5 |
2,836.0 |
| PP |
2,826.7 |
2,826.7 |
2,826.7 |
2,822.0 |
| S1 |
2,807.3 |
2,807.3 |
2,822.5 |
2,798.0 |
| S2 |
2,788.7 |
2,788.7 |
2,819.0 |
|
| S3 |
2,750.7 |
2,769.3 |
2,815.6 |
|
| S4 |
2,712.7 |
2,731.3 |
2,805.1 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.3 |
3,054.7 |
2,851.3 |
|
| R3 |
2,998.3 |
2,948.7 |
2,822.2 |
|
| R2 |
2,892.3 |
2,892.3 |
2,812.4 |
|
| R1 |
2,842.7 |
2,842.7 |
2,802.7 |
2,814.5 |
| PP |
2,786.3 |
2,786.3 |
2,786.3 |
2,772.3 |
| S1 |
2,736.7 |
2,736.7 |
2,783.3 |
2,708.5 |
| S2 |
2,680.3 |
2,680.3 |
2,773.6 |
|
| S3 |
2,574.3 |
2,630.7 |
2,763.9 |
|
| S4 |
2,468.3 |
2,524.7 |
2,734.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,902.0 |
2,782.0 |
120.0 |
4.2% |
41.2 |
1.5% |
37% |
False |
False |
17,676 |
| 10 |
2,902.0 |
2,730.0 |
172.0 |
6.1% |
45.5 |
1.6% |
56% |
False |
False |
10,680 |
| 20 |
2,902.0 |
2,670.0 |
232.0 |
8.2% |
44.3 |
1.6% |
67% |
False |
False |
5,706 |
| 40 |
2,902.0 |
2,617.0 |
285.0 |
10.1% |
46.5 |
1.6% |
73% |
False |
False |
3,092 |
| 60 |
2,902.0 |
2,617.0 |
285.0 |
10.1% |
45.9 |
1.6% |
73% |
False |
False |
2,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.5 |
|
2.618 |
2,945.5 |
|
1.618 |
2,907.5 |
|
1.000 |
2,884.0 |
|
0.618 |
2,869.5 |
|
HIGH |
2,846.0 |
|
0.618 |
2,831.5 |
|
0.500 |
2,827.0 |
|
0.382 |
2,822.5 |
|
LOW |
2,808.0 |
|
0.618 |
2,784.5 |
|
1.000 |
2,770.0 |
|
1.618 |
2,746.5 |
|
2.618 |
2,708.5 |
|
4.250 |
2,646.5 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,827.0 |
2,845.5 |
| PP |
2,826.7 |
2,839.0 |
| S1 |
2,826.3 |
2,832.5 |
|